Pages that link to "Item:Q3343713"
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The following pages link to Portfolio Theory for Independent Assets (Q3343713):
Displaying 18 items.
- A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) (← links)
- The expected utility of portfolios of assets (Q690338) (← links)
- Theory of portfolios: New considerations on classic models and the Capital Market Line (Q704096) (← links)
- On the nature of certainty equivalent functionals (Q861826) (← links)
- Expectation dependence of random variables, with an application in portfolio theory (Q1085766) (← links)
- Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861) (← links)
- Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151) (← links)
- A reaxiomatization of portfolio theory (Q1320104) (← links)
- The generalized harmonic mean and a portfolio problem with dependent assets (Q1367737) (← links)
- An algebraic theory of portfolio allocation (Q1407777) (← links)
- Symmetry and order in the portfolio allocation problem (Q1597937) (← links)
- New light on the portfolio allocation problem (Q1812298) (← links)
- On the use of optimization models for portfolio selection: A review and some computational results (Q1890889) (← links)
- Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530) (← links)
- A note on the portfolio selection problem (Q2502406) (← links)
- Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging (Q2813528) (← links)
- Portfolio selection problems consistent with given preference orderings (Q2853378) (← links)
- On the Independence of Irrelevant Assets: McEntire's Conjecture (Q3351102) (← links)
